Creepy? Really? I never got that impression, nor did I ever think we were supposed to find them creepy.
Anyway, I'd choose The Mayor and Faith, all the way. Their relationship was actually quite sweet (not at all creepy) and there was genuinely love and affection there. The Mayor even put The Ascension on hold for her. This was something he'd been working towards for a hundred years, and yet he ceased to care about it the moment he found out Faith was in danger. He was the first person to truly love and accept Faith, and she obviously saw him as a father figure and a stable influence. I wish we had had more time with them.